"That is the best one I love," Rhys says of those rumors, which he has had to deny to his mother. "I've told her a million times that there are a million inaccuracies that she's read, [but she still] calls and goes, 'Is this true?' I tell her, 'No! When are you going to get it?' "

"You have to brush that stuff off," he adds.

On top of the gossip, "The sex scenes don't go down well in my house," Rhys says of his family watching the hit FX series.

"I've been told for the second season that I must warn them which episodes … they should expect to look the other way. They never get quite used to it."